Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 9'000 | 9'000 | 8'516 | 8'516 | 37'069 CHF | 37'155 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 9'000 | 9'000 | 8'758 | 8'758 | 37'649 CHF | 37'736 CHF | 98.86% | 98.86% |
18.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 8'500 | 8'500 | 8'543 | 8'543 | 37'284 CHF | 37'370 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 37'908 CHF | 37'993 CHF | 71.87% | 71.87% |
14.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 8'500 | 8'500 | 8'517 | 8'517 | 37'570 CHF | 37'655 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 9'000 | 9'000 | 8'847 | 8'847 | 38'104 CHF | 38'193 CHF | 99.28% | 99.28% |
12.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 37'753 CHF | 37'837 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 37'719 CHF | 37'804 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 9'000 | 9'000 | 8'897 | 8'897 | 38'770 CHF | 38'859 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 9'000 | 9'000 | 8'834 | 8'834 | 38'949 CHF | 39'037 CHF | 100.00% | 100.00% |